Rethinking Irregular Time Series Forecasting: A Simple yet Effective Baseline
By: Xvyuan Liu , Xiangfei Qiu , Xingjian Wu and more
Potential Business Impact:
Predicts future events from messy, incomplete data.
The forecasting of irregular multivariate time series (IMTS) is a critical task in domains like healthcare and climate science. However, this task faces two significant hurdles: 1) the inherent non-uniformity and missing data in IMTS complicate the modeling of temporal dynamics, and 2) existing methods often rely on computationally expensive architectures. To address these dual challenges, we introduce APN, a general and efficient forecasting framework. At the core of APN is a novel Time-Aware Patch Aggregation (TAPA) module that introduces an aggregation-based paradigm for adaptive patching, moving beyond the limitations of fixed-span segmentation and interpolation-based methods. TAPA first learns dynamic temporal boundaries to define data-driven segments. Crucially, instead of resampling or interpolating, it directly computes patch representations via a time-aware weighted aggregation of all raw observations, where weights are determined by each observation's temporal relevance to the segment. This approach provides two key advantages: it preserves data fidelity by avoiding the introduction of artificial data points and ensures complete information coverage by design.The resulting regularized and information-rich patch representations enable the use of a lightweight query module for historical context aggregation and a simple MLP for final prediction. Extensive experiments on multiple real-world datasets demonstrate that APN establishes a new state-of-the-art, significantly outperforming existing methods in both prediction accuracy and computational efficiency.
Similar Papers
Unlocking the Potential of Linear Networks for Irregular Multivariate Time Series Forecasting
Machine Learning (CS)
Predicts future events better, even with missing data.
Revitalizing Canonical Pre-Alignment for Irregular Multivariate Time Series Forecasting
Machine Learning (CS)
Predicts future events faster and with fewer computer resources.
TimeMosaic: Temporal Heterogeneity Guided Time Series Forecasting via Adaptive Granularity Patch and Segment-wise Decoding
Machine Learning (CS)
Predicts future events by looking at past patterns.