通过调整隐含特征应对时间序列分布漂移,提升在线预测效果。
Online time series prediction using feature adjustment
- 直接优化隐含特征表示以应对数据分布变化。
- 在多步预测延迟反馈场景下仍保持稳定性能提升。
- 适合需要持续更新的实时时间序列预测任务。
时间序列预测在多个领域具有重要意义,但在在线部署中面临分布漂移挑战,因数据持续流入,模型需不断适应新模式。现有方法主要聚焦于选择更新参数(如最终层权重或适配模块)和设计更新策略(如使用近期批次、回放缓冲区或平均梯度)。本文质疑传统参数选择范式,提出分布漂移源于底层隐含因素的变化,因此调整这些因素的特征表示可能更有效。针对多步预测中真实值显著滞后于预测的问题,提出ADAPT-Z(Z空间中基于持续追踪的自动增量调整),利用适配模块结合当前特征与历史梯度信息,在延迟反馈下实现稳健参数更新。大量实验表明,该方法在多个数据集上均优于无自适应的基础模型,并超越现有先进在线学习方法。
原文摘要 · Abstract (English)
Time series forecasting is of significant importance across various domains. However, it faces significant challenges due to distribution shift. This issue becomes particularly pronounced in online deployment scenarios where data arrives sequentially, requiring models to adapt continually to evolving patterns. Current time series online learning methods focus on two main aspects: selecting suitable parameters to update (e.g., final layer weights or adapter modules) and devising suitable update strategies (e.g., using recent batches, replay buffers, or averaged gradients). We challenge the conventional parameter selection approach, proposing that distribution shifts stem from changes in underlying latent factors influencing the data. Consequently, updating the feature representations of these latent factors may be more effective. To address the critical problem of delayed feedback in multi-step forecasting (where true values arrive much later than predictions), we introduce ADAPT-Z (Automatic Delta Adjustment via Persistent Tracking in Z-space). ADAPT-Z utilizes an adapter module that leverages current feature representations combined with historical gradient information to enable robust parameter updates despite the delay. Extensive experiments demonstrate that our method consistently outperforms standard base models without adaptation and surpasses state-of-the-art online learning approaches across multiple datasets.
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