# Test-Time Adaptation for Non-stationary Time Series: From Synthetic Regime Shifts to Financial Markets

arXiv: https://arxiv.org/abs/2602.00073 · HTML: https://mlsanity.com/paper/2602.00073/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 11 of its 23 references that are in the map.
- First posted on arXiv 20 Jan 2026.

## Builds on (most cited first, 11 of 11)

- [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)
- [An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling](https://mlsanity.com/paper/1803.01271/) (2018)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [Continual Test-Time Domain Adaptation](https://mlsanity.com/paper/2203.13591/) (2022)
- [Improving robustness against common corruptions by covariate shift adaptation](https://mlsanity.com/paper/2006.16971/) (2020)
- [Non-stationary Transformers: Exploring the Stationarity in Time Series Forecasting](https://mlsanity.com/paper/2205.14415/) (2022)
- [Robust Test-Time Adaptation in Dynamic Scenarios](https://mlsanity.com/paper/2303.13899/) (2023)
- [Frequency Adaptive Normalization For Non-stationary Time Series Forecasting](https://mlsanity.com/paper/2409.20371/) (2024)
- [Test-time Batch Normalization](https://mlsanity.com/paper/2205.10210/) (2022)
- [Test Time Learning for Time Series Forecasting](https://mlsanity.com/paper/2409.14012/) (2024)

## Built on by (most cited first, 1 of 1)

- [STEPS: A Temporal Smooth Error Propagation Solver on the Manifolds for Test-Time Adaptation in Time Series Forecasting](https://mlsanity.com/paper/2605.08005/) (2026)

## Abstract (arXiv)

Time series encountered in practice are rarely stationary. When the data distribution changes, a forecasting model trained on past observations can lose accuracy. We study a small-footprint test-time adaptation (TTA) framework for causal timeseries forecasting and direction classification. The backbone is frozen, and only normalization affine parameters are updated using recent unlabeled windows. For classification we minimize entropy and enforce temporal consistency; for regression we minimize prediction variance across weak time-preserving augmentations and optionally distill from an EMA teacher. A quadratic drift penalty and an uncertainty triggered fallback keep updates stable. We evaluate this framework in two stages: synthetic regime shifts on ETT benchmarks, and daily equity and FX series (SPY, QQQ, EUR/USD) across pandemic, high-inflation, and recovery regimes. On synthetic gradual drift, normalization-based TTA improves forecasting error, while in financial markets a simple batch-normalization statistics update is a robust default and more aggressive norm-only adaptation can even hurt. Our results provide practical guidance for deploying TTA on non-stationary time series.