# Continuous Evolution Pool: Taming Recurring Concept Drift in Online Time Series Forecasting

arXiv: https://arxiv.org/abs/2506.14790 · HTML: https://mlsanity.com/paper/2506.14790/

## Key facts

- Cited by 3 papers in the map (data through 14 Oct 2026).
- Builds on 26 of its 60 references that are in the map.
- First posted on arXiv 28 May 2025.

## Builds on (most cited first, 26 of 26)

- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [PyTorch: An Imperative Style, High-Performance Deep Learning Library](https://mlsanity.com/paper/1912.01703/) (2019)
- [Outrageously Large Neural Networks: The Sparsely-Gated Mixture-of-Experts Layer](https://mlsanity.com/paper/1701.06538/) (2017)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [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)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [Dark Experience for General Continual Learning: a Strong, Simple Baseline](https://mlsanity.com/paper/2004.07211/) (2020)
- [Chronos: Learning the Language of Time Series](https://mlsanity.com/paper/2403.07815/) (2024)
- [A decoder-only foundation model for time-series forecasting](https://mlsanity.com/paper/2310.10688/) (2023)
- [Unified Training of Universal Time Series Forecasting Transformers](https://mlsanity.com/paper/2402.02592/) (2024)
- [Non-stationary Transformers: Exploring the Stationarity in Time Series Forecasting](https://mlsanity.com/paper/2205.14415/) (2022)
- [TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting](https://mlsanity.com/paper/2405.14616/) (2024)
- [A Survey on Graph Neural Networks for Time Series: Forecasting, Classification, Imputation, and Anomaly Detection](https://mlsanity.com/paper/2307.03759/) (2023)
- [AdaRNN: Adaptive Learning and Forecasting of Time Series](https://mlsanity.com/paper/2108.04443/) (2021)
- [OneNet: Enhancing Time Series Forecasting Models under Concept Drift by Online Ensembling](https://mlsanity.com/paper/2309.12659/) (2023)
- [On Quadratic Penalties in Elastic Weight Consolidation](https://mlsanity.com/paper/1712.03847/) (2017)
- [SegRNN: Segment Recurrent Neural Network for Long-Term Time Series Forecasting](https://mlsanity.com/paper/2308.11200/) (2023)
- [Learning Fast and Slow for Online Time Series Forecasting](https://mlsanity.com/paper/2202.11672/) (2022)
- [Online Drift Detection with Maximum Concept Discrepancy](https://mlsanity.com/paper/2407.05375/) (2024)
- [Addressing Prediction Delays in Time Series Forecasting: A Continuous GRU Approach with Derivative Regularization](https://mlsanity.com/paper/2407.01622/) (2024)
- [Concept-drifting Data Streams are Time Series; The Case for Continuous Adaptation](https://mlsanity.com/paper/1810.02266/) (2018)
- [Quilt: Robust Data Segment Selection against Concept Drifts](https://mlsanity.com/paper/2312.09691/) (2023)
- [A Polynomial-time Decentralised Algorithm for Coordinated Management of Multiple Intersections](https://mlsanity.com/paper/2205.00877/) (2022)

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

- [EventTSF: Event-Aware Non-Stationary Time Series Forecasting](https://mlsanity.com/paper/2508.13434/) (2025)
- [Memory in Deep Time-Series Models](https://mlsanity.com/paper/2609.06006/) (2026)
- [Training on the Future: A Delay-Aware Audit of Test-Time Adaptation for Time-Series Forecasting](https://mlsanity.com/paper/2610.12232/) (2026)

## Abstract (arXiv)

Recurring concept drift is pervasive in real-world online time series, where the underlying data-generating process repeatedly alternates between a small set of regimes, most notably daily or seasonal cycles that dominate energy, traffic, and weather patterns, and is therefore a central obstacle to reliable long-horizon forecasting. This problem poses a dual challenge in online time series forecasting: mitigating catastrophic forgetting while operating under strict constraints that prevent storing or replaying historical raw samples. Existing approaches predominantly rely on parameter updates or experience replay, which inevitably suffer from knowledge overwriting or stale replay buffers. To address this, the Continuous Evolution Pool (CEP), a replay-free framework that maintains a dynamic pool of specialized forecasters, is proposed. Instead of storing raw samples, CEP utilizes lightweight statistical genes to decouple concept identification from forecasting. Specifically, it employs a retrieval mechanism to identify the nearest concept based on gene similarity, an evolution strategy to spawn new forecasters upon detecting distribution shifts, and an elimination policy to prune obsolete models under memory constraints. Experiments on real-world datasets demonstrate that CEP significantly outperforms state-of-the-art baselines, reducing forecasting error by up to 24% on datasets with pronounced recurring drift without accessing historical ground truth.