Dynamic Multi-period Experts for Online Time Series Forecasting
This work addresses concept drift in time series forecasting, offering a novel hybrid framework that improves adaptation, though it is incremental in refining drift categorization.
The paper tackled online time series forecasting by redefining concept drift into recurring and emergent types, proposing DynaME to address both, and demonstrated it significantly outperforms baselines on benchmark datasets.
Online Time Series Forecasting (OTSF) requires models to continuously adapt to concept drift. However, existing methods often treat concept drift as a monolithic phenomenon. To address this limitation, we first redefine concept drift by categorizing it into two distinct types: Recurring Drift, where previously seen patterns reappear, and Emergent Drift, where entirely new patterns emerge. We then propose DynaME (Dynamic Multi-period Experts), a novel hybrid framework designed to effectively address this dual nature of drift. For Recurring Drift, DynaME employs a committee of specialized experts that are dynamically fitted to the most relevant historical periodic patterns at each time step. For Emergent Drift, the framework detects high-uncertainty scenarios and shifts reliance to a stable, general expert. Extensive experiments on several benchmark datasets and backbones demonstrate that DynaME effectively adapts to both concept drifts and significantly outperforms existing baselines.