arXiv AI By Giuseppe Soriano, Nicola Tonellotto, Alberto Gotta

Black-Mamba: Biologically-Inspired Leaky Accumulation for Conceptual Knowledge under Distribution Drift

Read the original on arXiv AI →

arXiv:2607. 18899v1 Announce Type: new Abstract: Forecasting under real-world conditions is inherently non-stationary, as the conditional distribution of future observations evolves over time.

Machine-generated by The Flow from the publisher's headline and feed description — not written or checked by a human. The full article lives at arXiv AI.

arXiv Machine Learning
Aug 19

Continuous Evolution Pool: Taming Recurring Concept Drift in Online Time Series Forecasting

The paper introduces the Continuous Evolution Pool (CEP), a replay‑free framework for online time series forecasting that tackles recurring concept drift. CEP maintains a dynamic pool of specialized forecasters, using lightweight statistical genes to identify concepts, spawn new models when distribution shifts occur, and prune obsolete ones under memory limits. Experiments on real‑world datasets show CEP reduces forecasting error by up to 24% compared to state‑of‑the‑art baselines, especially in scenarios with pronounced recurring drift.

By Tianxiang Zhan, Ming Jin, Yuanpeng He, Yuxuan Liang, Shirui Pan
arXiv AI
Jul 23

Challenges of Explainability in Continual Learning for Time Series Forecasting

arXiv:2607. 19382v1 Announce Type: cross Abstract: Deep learning models have shown strong potential for time series forecasting, yet their deployment in real-world environmental monitoring remains challenging due to non-stationary dynamics and limited explainability.

By Quentin Besnard (RFAI), Emmanuel Doumard (BDTLN), Nicolas Labroche (LIFAT, BDTLN), Nicolas Ragot (RFAI), Nicolas Ringuet (BDTLN)
arXiv AI
Jun 16

TS-Memory: Plug-and-Play Memory for Time Series Foundation Models

arXiv:2602. 11550v2 Announce Type: replace-cross Abstract: Time Series Foundation Models (TSFMs) achieve strong zero-shot forecasting through large-scale pre-training, but adapting them to downstream domains under distribution shift remains challenging.

By Sisuo Lyu, Siru Zhong, Tiegang Chen, Weilin Ruan, Qingxiang Liu, Taiqiang Lv, Qingsong Wen, Raymond Chi-Wing Wong, Yuxuan Liang
arXiv AI
Sep 4

RATL: Learning from Retrieved Residuals for Robust Multivariate Time-Series Forecasting

RATL is a plug‑in method for multivariate time‑series forecasting that uses a frozen base forecaster to build a memory of its historical forecast residuals. During inference, RATL retrieves residual trajectories from similar past contexts and employs a set‑aware router to combine them, providing learned feedback correction. Experiments demonstrate that this residual‑retrieval approach improves the performance of the base forecaster across various benchmarks and backbones.

By Yuchen He, Yueyang Cang, Zhiyuan Ning, Ningyu Wang, Li Shi