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FlexTSF: A Flexible Forecasting Model for Time Series with Variable Regularities

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arxiv 2410.23160 v2 pith:DCZTGKEE submitted 2024-10-30 cs.LG cs.AI

classification cs.LGcs.AI
keywords flextsfforecastingtimeseriesvariableexistingflexiblelengths
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Forecasting time series with irregular temporal structures remains challenging for universal pre-trained models. Existing approaches often assume regular sampling or depend heavily on imputation, limiting their applicability in real-world scenarios where irregularities are prevalent due to diverse sensing devices and recording practices. We introduce FlexTSF, a flexible forecasting model specifically designed for time series data with variable temporal regularities. At its foundation lies the IVP Patcher, a continuous-time patching module leveraging Initial Value Problems (IVPs) to inherently support uneven time intervals, variable sequence lengths, and missing values. FlexTSF employs a decoder-only architecture that integrates normalized timestamp inputs and domain-specific statistics through a specialized causal self-attention mechanism, enabling adaptability across domains. Extensive experiments on 16 datasets demonstrate FlexTSF's effectiveness, significantly outperforming existing models in classic forecasting scenarios, zero-shot generalization, and low-resource fine-tuning conditions. Ablation studies confirm the contributions of each design component and the advantage of not relying on predefined fixed patch lengths.

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Cited by 1 Pith paper

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. Full citation record

  1. Hopformer: Homogeneity-Pursuit Transformer for Time Series Forecasting

    stat.ML 2026-07 reject novelty 5.0 of 10

    A two-stage forecaster (SPA trend extraction + LoRA-fine-tuned residual Transformer) that the paper claims beats prior models by 6.56% MASE, though the claim is not robust to its own extended baseline tables.

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