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CondTSF: One-line Plugin of Dataset Condensation for Time Series Forecasting

NeurIPS 2024 · Time series › Foundation models for time series · approach: Satellite image time series · 4 citations (OpenAlex)

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Proposes CondTSF, a one-line plugin that adapts classification-oriented dataset condensation to time series forecasting by decomposing the test-error bound into value and gradient terms and periodically updating synthetic labels with expert predictions.

Problem

Existing dataset condensation methods are designed for classification, where matching labels suffices; time series forecasting requires all predicted points to match, so these methods degrade when applied to TS-forecasting.

Approach

Theoretically decomposes the TS-forecasting condensation objective (via first-order Taylor expansion of linear expert models) into a gradient term, handled by parameter matching, and a value term, handled by an additive update of synthetic labels toward the full-data expert's predictions every G iterations; this is a plug-in requiring no backpropagation for the update.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add CondTSF to MTT (ablation)MTT · ExchangeRateMAE: 0.778$\pm$0.084 -> 0.195$\pm$0.007Helped
Add CondTSF to MTT (ablation)MTT · WeatherMAE: 0.509$\pm$0.065 -> 0.326$\pm$0.009Helped
Add CondTSF to MTT (ablation)MTT · ElectricityMAE: 0.747$\pm$0.012 -> 0.391$\pm$0.003Helped
Add CondTSF to MTT (ablation)MTT · TrafficMAE: 0.742$\pm$0.010 -> 0.494$\pm$0.022Helped
Add CondTSF to MTT (ablation)MTT · ETTm1MAE: 0.653$\pm$0.019 -> 0.491$\pm$0.004Helped
Add CondTSF to MTT (ablation)MTT · ETTm2MAE: 0.685$\pm$0.022 -> 0.347$\pm$0.028Helped
Add CondTSF to MTT (ablation)MTT · ETTh1MAE: 0.693$\pm$0.009 -> 0.532$\pm$0.014Helped
Add CondTSF to MTT (ablation)MTT · ETTh2MAE: 0.719$\pm$0.006 -> 0.329$\pm$0.003Helped

Surprising findings

Limitations

Experimental setup

Datasets: ExchangeRate Weather Electricity Traffic ETTm1 ETTm2 ETTh1 ETTh2

Benchmarks: ExchangeRate Weather Electricity Traffic ETTm1 ETTm2 ETTh1 ETTh2

Metrics: MAE MSE

Baselines: Random DC MTT PP TESLA FTD DATM KIP FRePo

Builds on: MTT DC DLinear

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