Preference Guided Meta-Learning for Cross Domain Time Series Forecasting

Time series forecasting has become a critical task in data engineering, with the volume of time series data projected to reach 180 ZB by 2025. While traditional forecasting models are typically constrained to single domains, missing opportunities for transferring temporal patterns across different domains. Through analysis, we observe that time series from different domains, despite their distinct statistical characteristics, can be fundamentally understood through temporal dependency patterns, which manifest as either long-term dependencies (like trends and cycles) or short-term dependencies (like fluctuations and abrupt changes). This observation motivates us to rethink cross-domain modeling from the dependency preferences perspective. We propose LSTPO, a novel framework that captures cross-domain commonalities through temporal dependency preferences and leverages a meta-learning-based approach to prevent cross-domain training forgetting. LSTPO dynamically models changes in preference over time and swiftly adapts to preference variations across different domains, enabling robust cross-domain forecasting. Through extensive experimental evaluations, we have shown that LSTPO substantially outperforms state-of-the-art forecasting methods while enhancing model transferability under few-shot learning conditions.