# Dynamic Multi-period Experts for Online Time Series Forecasting

arXiv: https://arxiv.org/abs/2603.09062 · HTML: https://mlsanity.com/paper/2603.09062/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 18 of its 32 references that are in the map.
- First posted on arXiv 10 Mar 2026.

## Builds on (most cited first, 18 of 18)

- [Gaussian Error Linear Units (GELUs)](https://mlsanity.com/paper/1606.08415/) (2016)
- [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)
- [Gradient Episodic Memory for Continual Learning](https://mlsanity.com/paper/1706.08840/) (2017)
- [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)
- [Dark Experience for General Continual Learning: a Strong, Simple Baseline](https://mlsanity.com/paper/2004.07211/) (2020)
- [Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks](https://mlsanity.com/paper/1703.07015/) (2017)
- [Non-stationary Transformers: Exploring the Stationarity in Time Series Forecasting](https://mlsanity.com/paper/2205.14415/) (2022)
- [Time-MoE: Billion-Scale Time Series Foundation Models with Mixture of Experts](https://mlsanity.com/paper/2409.16040/) (2024)
- [FITS: Modeling Time Series with 10k Parameters](https://mlsanity.com/paper/2307.03756/) (2023)
- [SparseTSF: Modeling Long-term Time Series Forecasting with 1k Parameters](https://mlsanity.com/paper/2405.00946/) (2024)
- [CycleNet: Enhancing Time Series Forecasting through Modeling Periodic Patterns](https://mlsanity.com/paper/2409.18479/) (2024)
- [OneNet: Enhancing Time Series Forecasting Models under Concept Drift by Online Ensembling](https://mlsanity.com/paper/2309.12659/) (2023)
- [xPatch: Dual-Stream Time Series Forecasting with Exponential Seasonal-Trend Decomposition](https://mlsanity.com/paper/2412.17323/) (2024)
- [Calibration of Time-Series Forecasting: Detecting and Adapting Context-Driven Distribution Shift](https://mlsanity.com/paper/2310.14838/) (2023)
- [Proactive Model Adaptation Against Concept Drift for Online Time Series Forecasting](https://mlsanity.com/paper/2412.08435/) (2024)

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

- [AIGS: Adaptive Incremental Gating System for Online Representation Learning in Non-Stationary Data Streams](https://mlsanity.com/paper/2610.02661/) (2026)

## Abstract (arXiv)

Online Time Series Forecasting (OTSF) requires models to continuously adapt to concept drift. However, existing methods often treat concept drift as a monolithic phenomenon. To address this limitation, we first redefine concept drift by categorizing it into two distinct types: Recurring Drift, where previously seen patterns reappear, and Emergent Drift, where entirely new patterns emerge. We then propose DynaME (Dynamic Multi-period Experts), a novel hybrid framework designed to effectively address this dual nature of drift. For Recurring Drift, DynaME employs a committee of specialized experts that are dynamically fitted to the most relevant historical periodic patterns at each time step. For Emergent Drift, the framework detects high-uncertainty scenarios and shifts reliance to a stable, general expert. Extensive experiments on several benchmark datasets and backbones demonstrate that DynaME effectively adapts to both concept drifts and significantly outperforms existing baselines.