Latent Inference-Time Guidance of Time Series Foundation Models
时间序列基础模型的潜在推理时引导AI 解读 ↓
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时间序列基础模型的潜在推理时引导AI 解读 ↓
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Time Series Foundation Models (TSFMs) currently provide state-of-the-art results in forecasting tasks. They are available out-of-the-box and rely on in-context learning to make their predictions, which makes the quality of their performance highly sensitive to the user-selected lookback, covariates, horizon and training data distributions. In practise, the quality of the forecasts are variable but complementary, which highlights the need for a principled ensembling approach, rather than selecting the best context. This paper introduces Latent Inference-Time Guidance for TSFMs, which adaptively combines a pool of TSFM forecasts through a time-dependent latent space with independent components. The framework comes equipped with identifiability and reconstruction guarantees, whilst maintaining the off-the-shelf aspect of foundation models. We provide experiments on datasets at various frequencies and from multiple domains: these show that the approach is competitive with traditional ensembling approaches.
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离散卡方方法与厄尔尼诺时间序列中的太阳强迫:太平洋辐射计解释
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