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

• URL: http://arxiv.org/abs/2410.23160v2
• Date: Mon, 25 Aug 2025 11:58:45 GMT
• Title: FlexTSF: A Flexible Forecasting Model for Time Series with Variable Regularities
• Authors: Jingge Xiao, Yile Chen, Gao Cong, Wolfgang Nejdl, Simon Gottschalk,
• Abstract summary: We introduce FlexTSF, a flexible forecasting model specifically designed for time series data with variable temporal regularities.<n>At its foundation lies the IVP Patcher, a continuous-time patching module leveraging Initial Value Problems (IVPs)<n>Experiments on 16 datasets demonstrate FlexTSF's effectiveness, significantly outperforming existing models in classic forecasting scenarios.
• Score: 15.799253535795065
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: 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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