Siyang Li

Siyang Li, Yize Chen, Zijie Zhu et al.

Time Series Foundation Models (TSFMs) advance generalization and data efficiency in time series forecasting by unified large-scale pretraining. But TSFMs remain lacking when adapting to specific downstream forecasting tasks for two reasons. First, the non-stationary and uncertain nature of time series data lead to inevitable temporal distribution shifts between historical training and future testing data, while current Supervised FineTuning (SFT)-based methods are prone to overfitting and may degrade generalization. Second, training data availability varies across forecasting tasks, requiring TSFMs to generalize well under diverse data regimes. To address these challenges, we introduce the Time series Reinforcement Finetuning (TimeRFT) paradigm for TSFM downstream adaptation, which consists of two task-specific training recipes: i) A forecasting quality-based temporal reward mechanism that conducts a multi-faceted evaluation of the contribution of each prediction step to overall forecasting accuracy. ii) A forecasting difficulty-based data selection strategy to identify time series samples with generalizable predictive patterns and informative training signals. Extensive experiments demonstrate TimeRFT can consistently outperform SFT-based adaptation methods across various real-world forecasting tasks and training data regimes, enhancing prediction accuracy and generalization against unforeseen distribution shifts.

Siyang Li, Hui Xiong, Yize Chen

Due to the vast electric vehicle (EV) penetration to distribution grid, charging load forecasting is essential to promote charging station operation and demand-side management.However, the stochastic charging behaviors and associated exogenous factors render future charging load patterns quite volatile and hard to predict. Accordingly, we devise a novel Diffusion model termed DiffPLF for Probabilistic Load Forecasting of EV charging, which can explicitly approximate the predictive load distribution conditioned on historical data and related covariates. Specifically, we leverage a denoising diffusion model, which can progressively convert the Gaussian prior to real time-series data by learning a reversal of the diffusion process. Besides, we couple such diffusion model with a cross-attention-based conditioning mechanism to execute conditional generation for possible charging demand profiles. We also propose a task-informed fine-tuning technique to better adapt DiffPLF to the probabilistic time-series forecasting task and acquire more accurate and reliable predicted intervals. Finally, we conduct multiple experiments to validate the superiority of DiffPLF to predict complex temporal patterns of erratic charging load and carry out controllable generation based on certain covariate. Results demonstrate that we can attain a notable rise of 39.58% and 49.87% on MAE and CRPS respectively compared to the conventional method.