FAF: A Feature-Adaptive Framework for Few-Shot Time Series Forecasting

원문 초록

Multi-task and few-shot time series forecasting tasks are commonly encountered in scenarios such as the launch of new products in different cities. However, traditional time series forecasting methods suffer from insufficient historical data, which stems from a disregard for the generalized and specific features among different tasks. For the aforementioned challenges, we propose the Feature-Adaptive Time Series Forecasting Framework (FAF), which consists of three key components: the Generalized Knowledge Module (GKM), the Task-Specific Module (TSM), and the Rank Module (RM). During training phase, the GKM is updated through a meta-learning mechanism that enables the model to extract generalized features across related tasks. Meanwhile, the TSM is trained to capture diverse local dynamics through multiple functional regions, each of which learns specific features from individual tasks. During testing phase, the RM dynamically selects the most relevant functional region from the TSM based on input sequence features, which is then combined with the generalized knowledge learned by the GKM to generate accurate forecasts. This design enables FAF to achieve robust and personalized forecasting even with sparse historical observations We evaluate FAF on five diverse real-world datasets under few-shot time series forecasting settings. Experimental results demonstrate that FAF consistently outperforms baselines that include three categories of time series forecasting methods. In particular, FAF achieves a 41.81\% improvement over the best baseline, iTransformer, on the CO$_2$ emissions dataset.