Dynamic Multi-period Experts for Online Time Series Forecasting

March 10, 2026 ยท Grace Period ยท ๐Ÿ› WWW 2026

โณ Grace Period
This paper is less than 90 days old. We give authors time to release their code before passing judgment.
Authors Seungha Hong, Sukang Chae, Suyeon Kim, Sanghwan Jang, Hwanjo Yu arXiv ID 2603.09062 Category cs.LG: Machine Learning Citations 0 Venue WWW 2026
Abstract
Online Time Series Forecasting (OTSF) requires models to continuously adapt to concept drift. However, existing methods often treat concept drift as a monolithic phenomenon. To address this limitation, we first redefine concept drift by categorizing it into two distinct types: Recurring Drift, where previously seen patterns reappear, and Emergent Drift, where entirely new patterns emerge. We then propose DynaME (Dynamic Multi-period Experts), a novel hybrid framework designed to effectively address this dual nature of drift. For Recurring Drift, DynaME employs a committee of specialized experts that are dynamically fitted to the most relevant historical periodic patterns at each time step. For Emergent Drift, the framework detects high-uncertainty scenarios and shifts reliance to a stable, general expert. Extensive experiments on several benchmark datasets and backbones demonstrate that DynaME effectively adapts to both concept drifts and significantly outperforms existing baselines.
Community shame:
Not yet rated
Community Contributions

Found the code? Know the venue? Think something is wrong? Let us know!

๐Ÿ“œ Similar Papers

In the same crypt โ€” Machine Learning