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Meta-Learning Framework with Applications to Zero-Shot Time-Series Forecasting

AAAI 2021 · Time series › Foundation models for time series · approach: Time series foundation models · 74 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Train N-BEATS on M4 and transfer without retrainingN-BEATS · M3sMAPE: 12.60 to 12.44 (1.2%)Helped
Train N-BEATS on M4 and transfer without retrainingN-BEATS · TourismMAPE: 20.40 to 18.82 (7.8%)Helped
Use multiple shared-weight blocks instead of a single block (ablation)N-BEATS · M3sMAPE: 12.60 to 12.44 (1.2%)Helped
Use multiple shared-weight blocks instead of a single block (ablation)N-BEATS · TourismMAPE: 20.40 to 18.82 (7.8%)Helped
Use multiple blocks with unique weights instead of a single block (ablation)N-BEATS · M3sMAPE: 12.60 to 12.40 (1.6%)Helped
Use multiple blocks with unique weights instead of a single block (ablation)N-BEATS · TourismMAPE: 20.40 to 18.91 (7.4%)Helped
Increase shared-weight block count beyond about 30 (ablation)N-BEATS · M3 and Tourismforecast errorHurt
Use unique block weights rather than shared weights (ablation)N-BEATS · Zero-shot forecasting datasetsforecast errorMixed

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