# Tackling Data Heterogeneity in Federated Time Series Forecasting

arXiv: https://arxiv.org/abs/2411.15716 · HTML: https://mlsanity.com/paper/2411.15716/

## Key facts

- Cited by 3 papers in the map (data through 14 Oct 2026).
- Builds on 52 of its 76 references that are in the map.
- First posted on arXiv 24 Nov 2024.

## Builds on (most cited first, 30 of 52)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [Communication-Efficient Learning of Deep Networks from Decentralized Data](https://mlsanity.com/paper/1602.05629/) (2016)
- [Federated Optimization in Heterogeneous Networks](https://mlsanity.com/paper/1812.06127/) (2018)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks](https://mlsanity.com/paper/1703.07015/) (2017)
- [Ensemble Distillation for Robust Model Fusion in Federated Learning](https://mlsanity.com/paper/2006.07242/) (2020)
- [Federated Learning on Non-IID Data Silos: An Experimental Study](https://mlsanity.com/paper/2102.02079/) (2021)
- [Federated Learning Based on Dynamic Regularization](https://mlsanity.com/paper/2111.04263/) (2021)
- [Exploiting Shared Representations for Personalized Federated Learning](https://mlsanity.com/paper/2102.07078/) (2021)
- [Dataset Condensation with Gradient Matching](https://mlsanity.com/paper/2006.05929/) (2020)
- [An Introduction to Convolutional Neural Networks](https://mlsanity.com/paper/1511.08458/) (2015)
- [Transformers in Time Series: A Survey](https://mlsanity.com/paper/2202.07125/) (2022)
- [Dataset Distillation by Matching Training Trajectories](https://mlsanity.com/paper/2203.11932/) (2022)
- [Fundamentals of Recurrent Neural Network (RNN) and Long Short-Term Memory (LSTM) Network](https://mlsanity.com/paper/1808.03314/) (2018)
- [FedDG: Federated Domain Generalization on Medical Image Segmentation via Episodic Learning in Continuous Frequency Space](https://mlsanity.com/paper/2103.06030/) (2021)
- [TSMixer: An All-MLP Architecture for Time Series Forecasting](https://mlsanity.com/paper/2303.06053/) (2023)
- [FedBE: Making Bayesian Model Ensemble Applicable to Federated Learning](https://mlsanity.com/paper/2009.01974/) (2020)
- [Heterogeneous Federated Learning: State-of-the-art and Research Challenges](https://mlsanity.com/paper/2307.10616/) (2023)
- [Less Is More: Fast Multivariate Time Series Forecasting with Light Sampling-oriented MLP Structures](https://mlsanity.com/paper/2207.01186/) (2022)
- [Minimizing the Accumulated Trajectory Error to Improve Dataset Distillation](https://mlsanity.com/paper/2211.11004/) (2022)
- [Dataset Distillation: A Comprehensive Review](https://mlsanity.com/paper/2301.07014/) (2023)
- [Temporal Pattern Attention for Multivariate Time Series Forecasting](https://mlsanity.com/paper/1809.04206/) (2018)
- [Deep Learning for Time Series Forecasting: Tutorial and Literature Survey](https://mlsanity.com/paper/2004.10240/) (2020)
- [Distilled One-Shot Federated Learning](https://mlsanity.com/paper/2009.07999/) (2020)
- [FedMix: Approximation of Mixup under Mean Augmented Federated Learning](https://mlsanity.com/paper/2107.00233/) (2021)
- [DENSE: Data-Free One-Shot Federated Learning](https://mlsanity.com/paper/2112.12371/) (2021)

## Built on by (most cited first, 3 of 3)

- [TriP-LLM: A Tri-Branch Patch-wise Large Language Model Framework for Time-Series Anomaly Detection](https://mlsanity.com/paper/2508.00047/) (2025)
- [Benchmarking Catastrophic Forgetting Mitigation Methods in Federated Time Series Forecasting](https://mlsanity.com/paper/2510.21491/) (2025)
- [CTIA-ODE: Continuous-Time Inter-Variable Attention for Long-Term Time Series Forecasting](https://mlsanity.com/paper/2610.19831/) (2026)

## Abstract (arXiv)

Time series forecasting plays a critical role in various real-world applications, including energy consumption prediction, disease transmission monitoring, and weather forecasting. Although substantial progress has been made in time series forecasting, most existing methods rely on a centralized training paradigm, where large amounts of data are collected from distributed devices (e.g., sensors, wearables) to a central cloud server. However, this paradigm has overloaded communication networks and raised privacy concerns. Federated learning, a popular privacy-preserving technique, enables collaborative model training across distributed data sources. However, directly applying federated learning to time series forecasting often yields suboptimal results, as time series data generated by different devices are inherently heterogeneous. In this paper, we propose a novel framework, Fed-TREND, to address data heterogeneity by generating informative synthetic data as auxiliary knowledge carriers. Specifically, Fed-TREND generates two types of synthetic data. The first type of synthetic data captures the representative distribution information from clients' uploaded model updates and enhances clients' local training consensus. The second kind of synthetic data extracts long-term influence insights from global model update trajectories and is used to refine the global model after aggregation. Fed-TREND is compatible with most time series forecasting models and can be seamlessly integrated into existing federated learning frameworks to improve prediction performance. Extensive experiments on eight datasets, using several federated learning baselines and four popular time series forecasting models, demonstrate the effectiveness and generalizability of Fed-TREND.