AdaRNN: Adaptive Learning and Forecasting of Time Series
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Abstract (arXiv)
Time series has wide applications in the real world and is known to be difficult to forecast. Since its statistical properties change over time, its distribution also changes temporally, which will cause severe distribution shift problem to existing methods. However, it remains unexplored to model the time series in the distribution perspective. In this paper, we term this as Temporal Covariate Shift (TCS). This paper proposes Adaptive RNNs (AdaRNN) to tackle the TCS problem by building an adaptive model that generalizes well on the unseen test data. AdaRNN is sequentially composed of two novel algorithms. First, we propose Temporal Distribution Characterization to better characterize the distribution information in the TS. Second, we propose Temporal Distribution Matching to reduce the distribution mismatch in TS to learn the adaptive TS model. AdaRNN is a general framework with flexible distribution distances integrated. Experiments on human activity recognition, air quality prediction, and financial analysis show that AdaRNN outperforms the latest methods by a classification accuracy of 2.6% and significantly reduces the RMSE by 9.0%. We also show that the temporal distribution matching algorithm can be extended in Transformer structure to boost its performance.
Key facts. Cited by 120 papers in the map (data through 7 Oct 2026). Builds on 26 of its 57 references that are in the map. First posted on arXiv 10 Aug 2021.
Builds on
26 of 57 references.
References · 26
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- 2017A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Predictioncited by 245
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- 2021Deep Subdomain Adaptation Network for Image Classificationcited by 119
- 2018Visual Domain Adaptation with Manifold Embedded Distribution Alignmentcited by 91
- 2015Imaging Time-Series to Improve Classification and Imputationcited by 85
- 2020Meta-learning framework with applications to zero-shot time-series forecastingcited by 70
- 2019Shape and Time Distortion Loss for Training Deep Time Series Forecasting Modelscited by 66
- 2018Transfer learning for time series classificationcited by 60
- 2017Toeplitz Inverse Covariance-Based Clustering of Multivariate Time Series Datacited by 47
- 2019Transfer Learning with Dynamic Distribution Adaptationcited by 40
- 2019Transfer Learning with Dynamic Adversarial Adaptation Networkcited by 37
- 2017Transfer Learning for Sequence Tagging with Hierarchical Recurrent Networkscited by 30
- 2020Probabilistic Time Series Forecasting with Structured Shape and Temporal Diversitycited by 9
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Citing papers per year: 2022: 13; 2023: 27; 2024: 36; 2025: 31; 2026: 13.
120 papers.
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- 2023Self-Supervised Learning for Time Series Analysis: Taxonomy, Progress, and Prospectscited by 97
- 2022USB: A Unified Semi-supervised Learning Benchmark for Classificationcited by 95
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- 2022Forecast Evaluation for Data Scientists: Common Pitfalls and Best Practicescited by 54
- 2023A Survey on Time-Series Pre-Trained Modelscited by 52
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- 2024Frequency Adaptive Normalization For Non-stationary Time Series Forecastingcited by 45
- 2022Spatio-Temporal Graph Few-Shot Learning with Cross-City Knowledge Transfercited by 43
- 2022Domain-invariant Feature Exploration for Domain Generalizationcited by 34
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- 2026Temporal Knowledge Graph Forecasting under Distribution Shifts: A Synthetic Evaluation10 Jul 2026
- 2026When to Trust, How to Distill: Multi-Foundation Model Guidance for Lightweight, Robust Scientific Time Series Forecasting10 Jun 2026
- 2026Towards Principled Test-Time Adaptation for Time Series Forecasting17 May 2026
- 2026PULSE: Generative Phase Evolution for Non-Stationary Time Series Forecasting16 May 2026
- 2026STEPS: A Temporal Smooth Error Propagation Solver on the Manifolds for Test-Time Adaptation in Time Series Forecasting8 May 2026
- 2026Temporal Taskification in Streaming Continual Learning: A Source of Evaluation Instability23 Apr 2026
- 2026Collaborative Temporal Feature Generation via Critic-Free Reinforcement Learning for Cross-User Sensor-Based Activity Recognition17 Mar 2026
- 2026From Text to Forecasts: Bridging Modality Gap with Temporal Evolution Semantic Space13 Mar 2026
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