Gaussian Process Latent Variable Modeling for Few-shot Time Series Forecasting
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Abstract (arXiv)
Accurate time series forecasting is crucial for optimizing resource allocation, industrial production, and urban management, particularly with the growth of cyber-physical and IoT systems. However, limited training sample availability in fields like physics and biology poses significant challenges. Existing models struggle to capture long-term dependencies and to model diverse meta-knowledge explicitly in few-shot scenarios. To address these issues, we propose MetaGP, a meta-learning-based Gaussian process latent variable model that uses a Gaussian process kernel function to capture long-term dependencies and to maintain strong correlations in time series. We also introduce Kernel Association Search (KAS) as a novel meta-learning component to explicitly model meta-knowledge, thereby enhancing both interpretability and prediction accuracy. We study MetaGP on simulated and real-world few-shot datasets, showing that it is capable of state-of-the-art prediction accuracy. We also find that MetaGP can capture long-term dependencies and can model meta-knowledge, thereby providing valuable insights into complex time series patterns.
Key facts. Cited by 3 papers in the map (data through 7 Oct 2026). Builds on 36 of its 72 references that are in the map. First posted on arXiv 20 Dec 2022.
Builds on
36 of 72 references.
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3 papers.