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CondTSF: One-line Plugin of Dataset Condensation for Time Series Forecasting
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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
- Plugging CondTSF into MTT reduces MSE by 93.7% on ExchangeRate (0.964 to 0.061) and 73.3% on ETTm2 under the main 48-length setting.
- CondTSF improved every backbone method (DC, MTT, PP, TESLA, FTD, DATM) on all eight datasets in the main single-architecture table, with the smallest gain on DC (e.g., 0.7% MAE reduction on Traffic).
- In cross-architecture tests with DLinear-distilled data, MTT+CondTSF achieves lower error than other baselines on MLP, LSTM and CNN test models across datasets.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Add CondTSF to MTT (ablation) | MTT · ExchangeRate | MAE: 0.778$\pm$0.084 -> 0.195$\pm$0.007 | Helped |
| Add CondTSF to MTT (ablation) | MTT · Weather | MAE: 0.509$\pm$0.065 -> 0.326$\pm$0.009 | Helped |
| Add CondTSF to MTT (ablation) | MTT · Electricity | MAE: 0.747$\pm$0.012 -> 0.391$\pm$0.003 | Helped |
| Add CondTSF to MTT (ablation) | MTT · Traffic | MAE: 0.742$\pm$0.010 -> 0.494$\pm$0.022 | Helped |
| Add CondTSF to MTT (ablation) | MTT · ETTm1 | MAE: 0.653$\pm$0.019 -> 0.491$\pm$0.004 | Helped |
| Add CondTSF to MTT (ablation) | MTT · ETTm2 | MAE: 0.685$\pm$0.022 -> 0.347$\pm$0.028 | Helped |
| Add CondTSF to MTT (ablation) | MTT · ETTh1 | MAE: 0.693$\pm$0.009 -> 0.532$\pm$0.014 | Helped |
| Add CondTSF to MTT (ablation) | MTT · ETTh2 | MAE: 0.719$\pm$0.006 -> 0.329$\pm$0.003 | Helped |
Surprising findings
- Plugging CondTSF into DC yields only small gains, which the authors attribute to DC matching gradients rather than parameters, causing accumulated parameter error.
Limitations
- Theoretical analysis holds only for linear expert models (gradient on input equals parameters); non-linear experts are only empirically supported.
- Gains are smaller at higher condensing ratios and smaller for DC.
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
Closest papers by meaning
- Multi-Scale Finetuning for Encoder-based Time Series Foundation Models (NeurIPS 2025 · similarity 0.86)
- Elucidating the Design Space of Dataset Condensation (NeurIPS 2024 · similarity 0.86)
- TimePFN: Effective Multivariate Time Series Forecasting with Synthetic Data (AAAI 2025 · similarity 0.85)
- SynTSBench: Rethinking Temporal Pattern Learning in Deep Learning Models for Time Series (NeurIPS 2025 · similarity 0.85)
- DDN: Dual-domain Dynamic Normalization for Non-stationary Time Series Forecasting (NeurIPS 2024 · similarity 0.85)
- Embarrassingly Simple Dataset Distillation (ICLR 2024 · similarity 0.85)
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