Rethinking Irregular Time Series Forecasting: A Simple yet Effective Baseline

• URL: http://arxiv.org/abs/2505.11250v2
• Date: Fri, 01 Aug 2025 16:26:03 GMT
• Title: Rethinking Irregular Time Series Forecasting: A Simple yet Effective Baseline
• Authors: Xvyuan Liu, Xiangfei Qiu, Xingjian Wu, Zhengyu Li, Chenjuan Guo, Jilin Hu, Bin Yang,
• Abstract summary: We introduce APN, a general and efficient forecasting framework.<n>At the core of APN is a novel Time-Aware Patch Aggregation (ATAPA) module.<n>It computes patch representations via a time-aware weighted aggregation of all raw observations.<n>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.
• Score: 12.66709671516384
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: 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.

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