Adaptive Fine-Tuning via Pattern Specialization for Deep Time Series Forecasting
This work addresses forecasting accuracy for applications in dynamic environments, representing an incremental improvement through adaptive fine-tuning.
The paper tackles the challenge of time series forecasting in non-stationary environments by proposing a framework that fine-tunes deep neural networks based on specialized patterns, resulting in significant performance gains across various architectures.
Time series forecasting poses significant challenges in non-stationary environments where underlying patterns evolve over time. In this work, we propose a novel framework that enhances deep neural network (DNN) performance by leveraging specialized model adaptation and selection. Initially, a base DNN is trained offline on historical time series data. A reserved validation subset is then segmented to extract and cluster the most dominant patterns within the series, thereby identifying distinct regimes. For each identified cluster, the base DNN is fine-tuned to produce a specialized version that captures unique pattern characteristics. At inference, the most recent input is matched against the cluster centroids, and the corresponding fine-tuned version is deployed based on the closest similarity measure. Additionally, our approach integrates a concept drift detection mechanism to identify and adapt to emerging patterns caused by non-stationary behavior. The proposed framework is generalizable across various DNN architectures and has demonstrated significant performance gains on both traditional DNNs and recent advanced architectures implemented in the GluonTS library.