PiXTime: A Model for Federated Time Series Forecasting with Heterogeneous Data Structures Across Nodes
- URL: http://arxiv.org/abs/2601.05613v1
- Date: Fri, 09 Jan 2026 08:11:45 GMT
- Title: PiXTime: A Model for Federated Time Series Forecasting with Heterogeneous Data Structures Across Nodes
- Authors: Yiming Zhou, Mingyue Cheng, Hao Wang, Enhong Chen,
- Abstract summary: Time series are highly valuable and rarely shareable across nodes.<n>Different sampling standards lead to diverse time granularities and variable sets across nodes.<n>We propose PiXTime, a novel time series forecasting model designed for federated learning.
- Score: 52.821072802825654
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Time series are highly valuable and rarely shareable across nodes, making federated learning a promising paradigm to leverage distributed temporal data. However, different sampling standards lead to diverse time granularities and variable sets across nodes, hindering classical federated learning. We propose PiXTime, a novel time series forecasting model designed for federated learning that enables effective prediction across nodes with multi-granularity and heterogeneous variable sets. PiXTime employs a personalized Patch Embedding to map node-specific granularity time series into token sequences of a unified dimension for processing by a subsequent shared model, and uses a global VE Table to align variable category semantics across nodes, thereby enhancing cross-node transferability. With a transformer-based shared model, PiXTime captures representations of auxiliary series with arbitrary numbers of variables and uses cross-attention to enhance the prediction of the target series. Experiments show PiXTime achieves state-of-the-art performance in federated settings and demonstrates superior performance on eight widely used real-world traditional benchmarks.
Related papers
- Kairos: Towards Adaptive and Generalizable Time Series Foundation Models [27.076542021368056]
Time series foundation models (TSFMs) have emerged as a powerful paradigm for time series analysis.<n>We propose Kairos, a flexible TSFM framework that integrates a dynamic patching tokenizer and an instance-adaptive positional embedding.<n>Kairos achieves superior performance with much fewer parameters on two common zero-shot benchmarks.
arXiv Detail & Related papers (2025-09-30T06:02:26Z) - MFRS: A Multi-Frequency Reference Series Approach to Scalable and Accurate Time-Series Forecasting [51.94256702463408]
Time series predictability is derived from periodic characteristics at different frequencies.<n>We propose a novel time series forecasting method based on multi-frequency reference series correlation analysis.<n> Experiments on major open and synthetic datasets show state-of-the-art performance.
arXiv Detail & Related papers (2025-03-11T11:40:14Z) - Learning Pattern-Specific Experts for Time Series Forecasting Under Patch-level Distribution Shift [51.01356105618118]
Time series often exhibit complex non-uniform distribution with varying patterns across segments, such as season, operating condition, or semantic meaning.<n>Existing approaches, which typically train a single model to capture all these diverse patterns, often struggle with the pattern drifts between patches.<n>We propose TFPS, a novel architecture that leverages pattern-specific experts for more accurate and adaptable time series forecasting.
arXiv Detail & Related papers (2024-10-13T13:35:29Z) - Towards Generalisable Time Series Understanding Across Domains [10.350643783811174]
We introduce a novel pre-training paradigm specifically designed to handle time series heterogeneity.<n>We propose a tokeniser with learnable domain signatures, a dual masking strategy, and a normalised cross-correlation loss.<n>Our code and pre-trained weights are available at https://www.oetu.com/oetu/otis.
arXiv Detail & Related papers (2024-10-09T17:09:30Z) - Timer-XL: Long-Context Transformers for Unified Time Series Forecasting [67.83502953961505]
We present Timer-XL, a causal Transformer for unified time series forecasting.<n>Based on large-scale pre-training, Timer-XL achieves state-of-the-art zero-shot performance.
arXiv Detail & Related papers (2024-10-07T07:27:39Z) - ForecastGrapher: Redefining Multivariate Time Series Forecasting with Graph Neural Networks [9.006068771300377]
We present ForecastGrapher, a framework for capturing the intricate temporal dynamics and inter-series correlations.
Our approach is underpinned by three pivotal steps: generating custom node embeddings to reflect the temporal variations within each series; constructing an adaptive adjacency matrix to encode the inter-series correlations; and thirdly, augmenting the GNNs' expressive power by diversifying the node feature distribution.
arXiv Detail & Related papers (2024-05-28T10:40:20Z) - Leveraging 2D Information for Long-term Time Series Forecasting with Vanilla Transformers [55.475142494272724]
Time series prediction is crucial for understanding and forecasting complex dynamics in various domains.
We introduce GridTST, a model that combines the benefits of two approaches using innovative multi-directional attentions.
The model consistently delivers state-of-the-art performance across various real-world datasets.
arXiv Detail & Related papers (2024-05-22T16:41:21Z) - Unified Training of Universal Time Series Forecasting Transformers [104.56318980466742]
We present a Masked-based Universal Time Series Forecasting Transformer (Moirai)
Moirai is trained on our newly introduced Large-scale Open Time Series Archive (LOTSA) featuring over 27B observations across nine domains.
Moirai achieves competitive or superior performance as a zero-shot forecaster when compared to full-shot models.
arXiv Detail & Related papers (2024-02-04T20:00:45Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.