Non-collective Calibrating Strategy for Time Series Forecasting

• URL: http://arxiv.org/abs/2506.03176v2
• Date: Wed, 02 Jul 2025 12:02:03 GMT
• Title: Non-collective Calibrating Strategy for Time Series Forecasting
• Authors: Bin Wang, Yongqi Han, Minbo Ma, Tianrui Li, Junbo Zhang, Feng Hong, Yanwei Yu,
• Abstract summary: Complex dynamics of time series make it challenging to establish the rule of thumb for designing the golden model architecture.<n>We argue that refining existing advanced models through a universal calibrating strategy can deliver substantial benefits with minimal resource costs.<n>We propose an innovative calibrating strategy called Socket+Plug (SoP)
• Score: 21.202820492929224
• License: http://creativecommons.org/licenses/by-sa/4.0/
• Abstract: Deep learning-based approaches have demonstrated significant advancements in time series forecasting. Despite these ongoing developments, the complex dynamics of time series make it challenging to establish the rule of thumb for designing the golden model architecture. In this study, we argue that refining existing advanced models through a universal calibrating strategy can deliver substantial benefits with minimal resource costs, as opposed to elaborating and training a new model from scratch. We first identify a multi-target learning conflict in the calibrating process, which arises when optimizing variables across time steps, leading to the underutilization of the model's learning capabilities. To address this issue, we propose an innovative calibrating strategy called Socket+Plug (SoP). This approach retains an exclusive optimizer and early-stopping monitor for each predicted target within each Plug while keeping the fully trained Socket backbone frozen. The model-agnostic nature of SoP allows it to directly calibrate the performance of any trained deep forecasting models, regardless of their specific architectures. Extensive experiments on various time series benchmarks and a spatio-temporal meteorological ERA5 dataset demonstrate the effectiveness of SoP, achieving up to a 22% improvement even when employing a simple MLP as the Plug (highlighted in Figure 1). Code is available at https://github.com/hanyuki23/SoP.

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