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Apollo-Forecast: Overcoming Aliasing and Inference Speed Challenges in Language Models for Time Series Forecasting
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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
- Agg. relative WQL reduced by up to 35.41% and MASE by up to 17.01% on UCR under zero-shot settings versus Chronos baselines.
- Race Decoding gives 1.9X-2.7X inference speedup over baseline methods on UCR and public datasets.
- On LBS crowd flow, Apollo-S reaches WQL 0.10 and MASE 0.24 versus Chronos-S 0.30 and 0.28 (scaled values).
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Add AAQM to Chronos-S | Apollo-S · LBS | WQL: 0.30 -> 0.10 | Helped |
| Add AAQM to Chronos-S | Apollo-S · LBS | MASE: 0.28 -> 0.24 | Helped |
| Add AAQM and Race Decoding | Apollo-Forecast · Public datasets | WQL: 31.44% | Helped |
| Add AAQM and Race Decoding | Apollo-Forecast · Public datasets | MASE: 18.99% | Helped |
| Add Race Decoding (ablation) | Apollo-M · UCR, horizon 512 | WQL: 5.82 -> 5.98 | Hurt |
| Add Race Decoding (ablation) | Apollo-M · UCR, horizon 512 | MASE: 16.83 -> 17.15 | Helped |
| Add AAQM (ablation) | Apollo-M · UCR, horizon 512 | WQL: 9.31 -> 5.98 | Helped |
| Add AAQM (ablation) | Apollo-M · UCR, horizon 512 | MASE: 18.53 -> 17.15 | Helped |
| Add Race Decoding | Apollo-Forecast · UCR | inference speed: 2.7X | Helped |
Surprising findings
- Disabling Race Decoding (w/o-RD) slightly improves WQL on the UCR ablation, while the authors attribute most error reduction to AAQM.
Limitations
- Tolerance threshold gamma and its effect are not systematically analyzed.
- Evaluation relies on Chronos-family baselines with limited details on hardware and training.
- Reported improvements are inconsistent across tables (e.g., 31.44% vs 35.41% WQL, 17.01% vs 18.99% MASE).
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
Closest papers by meaning
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