# Improving the Transferability of Time Series Forecasting with Decomposition Adaptation

arXiv: https://arxiv.org/abs/2307.00066 · HTML: https://mlsanity.com/paper/2307.00066/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 41 of its 56 references that are in the map.
- First posted on arXiv 30 Jun 2023.

## Builds on (most cited first, 30 of 41)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [BERT: Pre-training of Deep Bidirectional Transformers for Language Understanding](https://mlsanity.com/paper/1810.04805/) (2018)
- [Language Models are Few-Shot Learners](https://mlsanity.com/paper/2005.14165/) (2020)
- [Microsoft COCO: Common Objects in Context](https://mlsanity.com/paper/1405.0312/) (2014)
- [A Simple Framework for Contrastive Learning of Visual Representations](https://mlsanity.com/paper/2002.05709/) (2020)
- [ImageNet Large Scale Visual Recognition Challenge](https://mlsanity.com/paper/1409.0575/) (2014)
- [Momentum Contrast for Unsupervised Visual Representation Learning](https://mlsanity.com/paper/1911.05722/) (2019)
- [Neural Machine Translation by Jointly Learning to Align and Translate](https://mlsanity.com/paper/1409.0473/) (2014)
- [Empirical Evaluation of Gated Recurrent Neural Networks on Sequence Modeling](https://mlsanity.com/paper/1412.3555/) (2014)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [WaveNet: A Generative Model for Raw Audio](https://mlsanity.com/paper/1609.03499/) (2016)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [Reformer: The Efficient Transformer](https://mlsanity.com/paper/2001.04451/) (2020)
- [An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling](https://mlsanity.com/paper/1803.01271/) (2018)
- [Learning Transferable Features with Deep Adaptation Networks](https://mlsanity.com/paper/1502.02791/) (2015)
- [Spatio-Temporal Graph Convolutional Networks: A Deep Learning Framework for Traffic Forecasting](https://mlsanity.com/paper/1709.04875/) (2017)
- [DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks](https://mlsanity.com/paper/1704.04110/) (2017)
- [Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks](https://mlsanity.com/paper/1703.07015/) (2017)
- [Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting](https://mlsanity.com/paper/1912.09363/) (2019)
- [N-BEATS: Neural basis expansion analysis for interpretable time series forecasting](https://mlsanity.com/paper/1905.10437/) (2019)
- [Self-supervised Learning: Generative or Contrastive](https://mlsanity.com/paper/2006.08218/) (2020)
- [Deep Transfer Learning with Joint Adaptation Networks](https://mlsanity.com/paper/1605.06636/) (2016)
- [Enhancing the Locality and Breaking the Memory Bottleneck of Transformer on Time Series Forecasting](https://mlsanity.com/paper/1907.00235/) (2019)
- [Deep Domain Confusion: Maximizing for Domain Invariance](https://mlsanity.com/paper/1412.3474/) (2014)
- [OptNet: Differentiable Optimization as a Layer in Neural Networks](https://mlsanity.com/paper/1703.00443/) (2017)
- [Adaptive Graph Convolutional Recurrent Network for Traffic Forecasting](https://mlsanity.com/paper/2007.02842/) (2020)
- [Time-Series Representation Learning via Temporal and Contextual Contrasting](https://mlsanity.com/paper/2106.14112/) (2021)
- [Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019](https://mlsanity.com/paper/1911.13288/) (2019)
- [Unsupervised Scalable Representation Learning for Multivariate Time Series](https://mlsanity.com/paper/1901.10738/) (2019)
- [Time Series Data Augmentation for Deep Learning: A Survey](https://mlsanity.com/paper/2002.12478/) (2020)

## Abstract (arXiv)

Due to effective pattern mining and feature representation, neural forecasting models based on deep learning have achieved great progress. The premise of effective learning is to collect sufficient data. However, in time series forecasting, it is difficult to obtain enough data, which limits the performance of neural forecasting models. To alleviate the data scarcity limitation, we design Sequence Decomposition Adaptation Network (SeDAN) which is a novel transfer architecture to improve forecasting performance on the target domain by aligning transferable knowledge from cross-domain datasets. Rethinking the transferability of features in time series data, we propose Implicit Contrastive Decomposition to decompose the original features into components including seasonal and trend features, which are easier to transfer. Then we design the corresponding adaptation methods for decomposed features in different domains. Specifically, for seasonal features, we perform joint distribution adaptation and for trend features, we design an Optimal Local Adaptation. We conduct extensive experiments on five benchmark datasets for multivariate time series forecasting. The results demonstrate the effectiveness of our SeDAN. It can provide more efficient and stable knowledge transfer.