APT: Affine Prototype-Timestamp For Time Series Forecasting Under Distribution Shift
This addresses forecasting challenges under distribution shift for time series applications, representing a novel method for a known bottleneck.
The paper tackles time series forecasting under distribution shift by proposing APT, a plug-in module that injects global distribution features into the normalization-forecasting pipeline, which significantly improves performance across six benchmark datasets.
Time series forecasting under distribution shift remains challenging, as existing deep learning models often rely on local statistical normalization (e.g., mean and variance) that fails to capture global distribution shift. Methods like RevIN and its variants attempt to decouple distribution and pattern but still struggle with missing values, noisy observations, and invalid channel-wise affine transformation. To address these limitations, we propose Affine Prototype Timestamp (APT), a lightweight and flexible plug-in module that injects global distribution features into the normalization-forecasting pipeline. By leveraging timestamp conditioned prototype learning, APT dynamically generates affine parameters that modulate both input and output series, enabling the backbone to learn from self-supervised, distribution-aware clustered instances. APT is compatible with arbitrary forecasting backbones and normalization strategies while introducing minimal computational overhead. Extensive experiments across six benchmark datasets and multiple backbone-normalization combinations demonstrate that APT significantly improves forecasting performance under distribution shift.