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Apollo-Forecast: Overcoming Aliasing and Inference Speed Challenges in Language Models for Time Series Forecasting

AAAI 2025 · Time series › Foundation models for time series · approach: LLM-based time series forecasting · 2 citations (OpenAlex)

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Apollo-Forecast tokenizes time series with a Butterworth-filtered anti-aliasing quantizer and speeds up Chronos-T5 inference via Race Decoding, which races a small draft model against the main model with a tolerance check.

Problem

Language-model-based time series forecasters suffer from aliasing distortion introduced by fixed-length quantization/tokenization and slow autoregressive inference for long horizons with large models.

Approach

Pre-filter the signal with a Butterworth low-pass filter before quantization (AAQM) to suppress aliasing, and run a small draft model in parallel with the large Chronos model, returning the draft's tail frames when the two agree within a tolerance (Race Decoding).

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add AAQM to Chronos-SApollo-S · LBSWQL: 0.30 -> 0.10Helped
Add AAQM to Chronos-SApollo-S · LBSMASE: 0.28 -> 0.24Helped
Add AAQM and Race DecodingApollo-Forecast · Public datasetsWQL: 31.44%Helped
Add AAQM and Race DecodingApollo-Forecast · Public datasetsMASE: 18.99%Helped
Add Race Decoding (ablation)Apollo-M · UCR, horizon 512WQL: 5.82 -> 5.98Hurt
Add Race Decoding (ablation)Apollo-M · UCR, horizon 512MASE: 16.83 -> 17.15Helped
Add AAQM (ablation)Apollo-M · UCR, horizon 512WQL: 9.31 -> 5.98Helped
Add AAQM (ablation)Apollo-M · UCR, horizon 512MASE: 18.53 -> 17.15Helped
Add Race DecodingApollo-Forecast · UCRinference speed: 2.7XHelped

Surprising findings

Limitations

Experimental setup

Datasets: UCR time series archive ETTh1 ETTh2 ETTm1 ETTm2 Weather ECL TrafficL LBS Shanghai crowd flow

Benchmarks: UCR dataset ETTh1 ETTh2 ETTm1 ETTm2 Weather ECL TrafficL LBS

Metrics: WQL MASE MAE MSE inference time

Baselines: Chronos-S Chronos-B Chronos-L Moirai N-HiTS N-BEATS DLinear TFT LSTM AutoARIMA AutoETS

Builds on: Chronos speculative decoding Butterworth filter

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